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1. Suppose that a bivariate random vector (X, Y ) has the joint probability density function f (x, y) = 2e−x e2y 0 < x, y < ∞ 0 otherwise

Find the probability density functions fX (x) and fY (y) of X and Y respectively also ﬁnd P [X < Y ] 2. Suppose a bivariate random vector (X, Y ) has the joint probability density function f (x, y) = 2 0 < x, y < 1 0 otherwise

Find the marginal probability density functions fX (x) and fY (y) of X and Y respectively. Hence ﬁnd the conditional probability density functions fX|Y (x|y) and fY |X (y|x). Also ﬁnd 1 P (0 < X < 2 |Y = 3 ). 4 3. Suppose a bivariate random vector (X, Y ) has the joint probability density function f (x, y) = 8xy 0 < x < y < 1 0 otherwise

Find the marginal probability density functions fX (x) and fY (y) of X and Y respectively. Hence show that X, Y are not independent random variables. 4. Suppose a bivariate random vector (X, Y ) has the joint probability density function f (x, y) = 8xy 0 < x < y < 1 0 otherwise

Find E[X], E[Y ], V ar(X), V ar(Y ). Hence ﬁnd Cov(X, Y ). 5. Suppose a bivariate random vector (X, Y ) has the joint probability density function f (x, y) = 1 if −y < x < y, 0 < y < 1 0 otherwise

Find the marginal probability density functions fX (x) and fY (y) of X and Y respectively. Also show that Cov(X, Y ) = 0. 6. Suppose a bivariate random vector (X, Y ) has the joint probability density function f (x, y) = 2 if 0 < x < y < 1 0 otherwise

Find the conditional probability density functions fX|Y (x|y) and fY |X (y|x). Hence ﬁnd E[Y |X = x] and E[X|Y = y]. 7. Suppose a bivariate random vector (X, Y ) has the joint probability density function f (x, y) = 1 if −y < x < y, 0 < y < 1 0 otherwise

Show that the random variable X has linear regression on Y but the random variable Y does not have the linear regression on X.

Y ) has the joint probability density function f (x. y) = c(x + y 2 ) 0 < x. Y ) has the joint probability density function f (x. Determine the marginal density function of Y . y) = y 2 e−y(x+1) x ≥ 0. Y ) has the joint probability density function f (x. Suppose a bivariate random vector (X. Y ) has the joint probability density function f (x. y) = 12 5 x(2 0 − x − y) 0 < x. Consider an electronic system with two components. Suppose a bivariate random vector (X. 0 < y < 1 − x 0 otherwise Determine the marginal density functions of X and Y . 2 2 14. Suppose the system is such that one component is on the reserve and it is activated only if the other component fails. . 12. Y ) has the joint probability distribution function f (x. y > 0 0 otherwise Find the joint probability density function of (X. y < 1 0 otherwise (a) Find the conditional probability density function of X given Y = y for 0 < y < 1. y) = Compute P (Y < 1|X < 1). Y ) 10. 13. y < 1 otherwise Find the conditional probability density function of X given Y = y for 0 < y < 1. Let X and Y denote the life times of these components. Suppose (X. Y ) has the joint probability density function f (x. Suppose a bivariate random vector (X. (b) Compute P (X < 1 |Y = 1 ). Y ) has the joint probability density function f (x. Suppose a random vector (X. y) = λ2 e−λ(x+y) x ≥ 0. 15.8. Suppose that the conditional probability density function of Y given X = x and the marginal density function of X are given by fY |X (y|x) = and fX (x) = 2y+4x 1+4x 2e−(x+y) 0 < x < y 0 otherwise 0 1+4x 3 0 < x. y) = 6x 0 < x < 1. y ≥ 0 0 otherwise Determine the marginal density functions of X and Y . y < 1 otherwise 0<x<1 otherwise 0 respectively. Suppose a bivariate random vector (X. The system fails if and only if both the components fail. y ≥ 0 0 otherwise What is the probability that the system will last for more than 500 hours? 9. y) = (1 − e−λx )(1 − e−λy ) x > 0. 11. Suppose a bivariate random vector (X.

The joint probability density function random vector (X. y ≥ 0. c and d. Y ) is given by f (x. x + y ≤ 1 0 otherwise xe( x+y) x > 0. Y ) has the joint probability density function f (x. The joint probability density function of a random vector (X. Show that Cov(aX + b. Determine the correlation coeﬃcient of (X. y < 1 0 otherwise Show that X and Y are independent random variables. y) = 2e−(x+y) 0 < x < y 0 otherwise Find the conditional distribution function of Y given X = x. Suppose that the random vector (X. Y ) when the random vector (X. 3 4x(1 − y) 0 < x. y < 1 0 otherwise 20. Y ) is given by f (x. y) = 12xy(1 − y) 0 < x. b. y ≤ 1 otherwise (a) What percentage of the students obtain more than 80% in Mathematics? (b) If a student has obtained 30% in English. Y ) is given by f (x. what is the probability that he or she gets more than 80% in English? 18. 21.16. Y ) has the joint probability density function is given by f (x. Y ) with ﬁnite covariance and for arbitrary constants a. . Suppose a bivariate random vector (X. what is the probability that he or she gets more than 80% in Mathematics? (c) If a student has obtained 30% in Mathematics. y) = 2 x ≥ 0.0 < x < ∞ 0 otherwise (a) Determine the constant c and (b) check whether X and Y are independent random variables. Y ) has the joint probability density function f (x. Y ) is given by f (x. y) = 2 5 (2x 0 + 3y) 0 < x. The joint probability density function random vector (X. y) = 1 Determine P (0 < X < 1 . The joint probability density function random vector (X. y) = c(x2 − y 2 )e−x −x ≤ y ≤ x. 17. cY + d) = acCov(X. Let X denote the percentage of marks obtained by a student in Mathematics and Y denote the percentage in English in the ﬁnal examinations. Y ) for any random vector (X. y) = Are X and Y independent? 22. y > 0 0 otherwise 23. 19. 0 < Y < 3 ).

y ≥ 0 0 otherwise Determine the probability density function of Z = X + Y . then E[X|Y = y] = E[X].954. If P (4 < Y < 16|X = 5) = 0. y) = Find the regression function of Y on X. If X has the standard normal distribution and Y = a + bX + cX 2 with b = 0 or c = 0 then b show that ρX. ﬁnd the constant ρ.µY = E[y]. Deﬁne X = cosU and Y = sinU . Y 34. σX = 1. y ≤ 1 0 otherwise Determine the probability density function of Z = X + Y . 25. Suppose that the bivariate random vector (X. . Are X and Y independent. Suppose X1 and X2 are independent random variables with a common probability density function 1 −x 2 if 0 < x < ∞ 2e f (x) = 0 otherwise Find the joint probability density function of (X1 . Suppose that X1 and X2 are independent random variables with the Gamma probability density functions fi (x). Suppose a bivariate random vector (X. 29. Find the probability density function of Z = min(X1 . Show that Z1 and Z2 are independent random variables. y) = 2(x + y) 0 ≤ x ≤ y ≤ 1 0 otherwise (x + y) x ≥ 0. Suppose that a random vector (X. σY = 5 and ρ > 0. 2π]. Show that if X and Y are independent random variables. X2 ). 1] × [0. X2 ). 30. 35.Y = √b2 +2c2 26. Suppose that U is a random variable uniformly distributed on the interval [0. σX = V ar(X). show that E[g(X)h(Y )] = E[g(X)]E[h(Y )]. µY = 10. f (x. Y ) has the bivariate normal probability density function with µX = 5. Suppose that X1 and X2 are independent random variables with a common probability density function f (x). Let F (x) be the corresponding distribution function.24. +X Find the distribution functions of Z1 and Z2 . i = 1. If X and Y are independent random variables and g and h are functions such that E[g(X)] and E[h(Y )] are ﬁnite. 28. 2 32. σY = V ar(Y ). Also ﬁnd distribution function of Z1 = X1 −X2 . Find the probability density function of Z = X . If (X. 31. 33. y) = (x + y) 0 ≤ x. Suppose a bivariate random vector (X. Y ) has the joint probability density function f (x. Y ) has the uniform probability density function on the unit square [0. Y ) is a bivariate normal random vector. 1]. then show that E(Y |X = x) = µY + ρσY (x−µX ) σX 2 2 where µX = E[X]. Show that X and Y are uncorrelated. 27. Y ) has the joint probability density function f (x. 2 given by fi (xi ) = xi i e−xi Γ(αi ) α −1 0 if xi > 0 otherwise Let Z1 = X1 + X2 and Z2 = X1X1 2 .

and (b) the Poisson approximation.36. Y ) has the joint probability density function f (x.01. Find the probability that at least four will have the disease in random group of 200 people. In a large population. In a particular book 520 pages. Defects in a particular kind of metal sheet occur at an average rate of one per 100 square meters. y) = Deﬁne Z1 = X Y 4xy 0 ≤ x. Find the probability that two or more defects occur in a sheet of size 40 square meters. What is the probability that more than 150 students join in the ﬁrst year class? 38. Z2 ). If X is a random variable with E[X] = 3 and E[X 2 ] = 13. Determine the joint probability density function of (Z1 . y ≤ 1 0 otherwise and Z2 = XY . The ideal size of the ﬁrst year class of students in a college is 150. It is known from an earlier data that on the average only 30% of those accepted for admission to the college will actually join. Suppose a bivariate random vector (X. 39. Where is the probability that a page selected from this book at random will contain no errors? 41. 37. 40. Suppose the college accepts admission of 450 students.1. If a random variable X has the Binomial distribution with parameters n = 100 and p = 0. the proportion of people having a certain disease is 0. 390 printing errors were there. ﬁnd a lower bound for P (−2 ≤ X ≤ 8). 42. . ﬁnd the approximate value of P (12 < x < 14) using (a) the normal approximation.

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